+780.7%
GOOG vs NOC
+192.5%
+588.2%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | 0.0% | +1.5% | +1.5% |
| 7D | 0.0% | +0.8% | -0.7% | -0.1% |
| 30D | -2.0% | -9.7% | +7.7% | -0.2% |
| 3M | -5.9% | -5.6% | -0.2% | -5.0% |
| 6M | +8.9% | -28.6% | +37.5% | +15.4% |
| YTD | +7.1% | -7.9% | +15.0% | +7.8% |
| 1Y | +39.7% | -9.5% | +49.2% | +40.9% |
| 3Y | +145.8% | +28.4% | +117.5% | +124.3% |
| 5Y | +138.6% | +59.0% | +79.7% | +96.8% |
| All | +780.7% | +192.5% | +588.2% | +532.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NOC.
Daily Out/Under-Performance
Portfolio return minus NOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NOC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded NOC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling